+141.9%
DKNG vs MTSI
+1,307.2%
-1,165.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +2.1% |
| 7D | -2.0% | +4.8% | -6.8% | -3.9% |
| 30D | -6.4% | -9.2% | +2.7% | -3.8% |
| 3M | -17.6% | -23.1% | +5.5% | -12.1% |
| 6M | -5.7% | +23.5% | -29.2% | -21.0% |
| YTD | -31.2% | +59.1% | -90.3% | -50.1% |
| 1Y | -48.1% | +106.9% | -154.9% | -67.4% |
| 3Y | -25.6% | +243.2% | -268.7% | -65.9% |
| 5Y | -62.0% | +324.5% | -386.6% | -84.6% |
| All | +141.9% | +1,307.2% | -1,165.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling